Simple programs to run pseudo-random number generators.
the programs are separated by
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Attached you find a simple programs to test 
linear concruential generators:

a)  simple.c    taken from the notes of J-S Wang
b)  drand48.c   drand48()  of the C-library
c)  g05.c       g05caf()   from NAG-library (my own implementation)

Exercise: 
a) Have a look at the programs  (print them)
b) Compile the programs
   e.g.
   gcc -O g05.c -o g05.exe

   execute the programs.
d) Modify the programs such that 
   10000000 random numbers are generated (don't print them on the screen)

   

   example: g05caf:
   time test.exe
   give a ...
   12321
   39.17u 0.10s 0:45.57 86.1%

   The first number gives the CPU-time in seconds. 

e) Check the uniform distribution in [0,1)  by generating
   10^8 numbers ; count the numbers in the intervals
   [0,0.1) , [0.1,0.2) ...

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/* Testprogram with the random-number generator drand48 */
/* The generator is of the linear congruential type */
/* for more information : man drand48 */

#include <stdlib.h>

double drand48(); /* function with the generator*/

/* program that calls the generator*/
void main(void)
{
  int i;
  unsigned short int seed16v[3];
  printf("give a Start value for the Generator \n"); 
  scanf("%d",&seed16v[0]);
  seed48(seed16v);
  for(i=0;i<25;i++) printf("%15.13f \n",drand48());
}
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/* Testprogram with the random-number generator G05CAF */
/* The generator is of the linear congruential type */
/* with a=13^13 , c=0 and  m=2^59 */

/* globally defined variables for g05caf */
unsigned int ran2,ran3,ran4;  

void ginit(); /* function for the Initialisation of the generator*/
double g05caf(); /* function with the generator*/

/* program that call the generator*/
void main(void)
{
  int i;
  ginit();
  for(i=0;i<25;i++) printf("%15.13f \n",g05caf());
}

void ginit()
{
int i0;
printf(" give a positive integer to initialize the generator \n"); 
scanf("%d",&i0);
  ran2=0;
  ran3=(2*i0+1)>>15;
  ran4=(2*i0+1)&32767u;
  g05caf();
}

double g05caf()
  {
/* the random number generator G05CAF */
#define  MASK15 32767u
#define  MASK29 536870911u
#define  INV2  0.186264514923096e-8
#define  INV3  0.568434188608080e-13
#define  INV4  0.173472347597681e-17

  unsigned int ranu2,ranu3,ranu4;
  double xx;

  ranu4=17917u*ran4;  ranu3=ranu4>>15; 
  ranu3=ranu3+13895u*ran4+17917u*ran3;ranu2=ranu3>>15;
  ranu2=ranu2+282074u*ran4+653080135u*ran3+455329277u*ran2; 
  ran2=ranu2&MASK29; ran3=ranu3&MASK15; ran4=ranu4&MASK15; 
  xx=(INV2 * (double) ran2)+(INV3 * (double) ran3) 
    +(INV4 * (double) ran4);
  return xx;
  }
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/* program with a  linear concruential generator */
/* with a=69069 , c=0 and  m=2^32 */
/* for test purpose only!!! not recommended for serious use !!! */

/* globally defined Variable for the generator */
unsigned int ran;  

void init(); /* function for the initialization */
double ranx(); /* function with the generator*/

/* program that calls the generator */
void main(void)
{
  int i;
  init();
  for(i=0;i<25;i++) printf("%15.13f \n",ranx());
}

void init()
{
int i0;
printf(" give a positive integer for the initialization of the generator \n"); 
scanf("%d",&i0);
  ran=i0;
}

double ranx()
  {
  double xx;
  ran=ran*69069u;  
  xx=0.2328306436539e-09*ran;
  return xx;
  }